Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47602.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46207.87 Kr¶

PnL: ---------------------------------------> -680.7 Kr¶

DD now: ---------------------------------> -2.112 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:01:16.594093'

Anic Portfolio¶

Today¶

Return: -0.633 %¶

This Week¶

Return: 0.146 %¶

Total¶

Return: 55.84 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2810.500000 174.500000 6.620000 2636.000010
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.460000 634.840000 57.840000 10.020000 576.999999
Boozt 12 -1.320000 1700.400000 46.400000 2.810000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -5.570000 400.000000 45.000000 12.680000 355.000000
OEM International B 7 -0.250000 560.000000 32.000000 6.060000 527.999997
HMS Networks 2 -1.240000 702.400000 29.400000 4.370000 673.000000
Norva24 Group 16 0.000000 572.160000 29.160000 5.370000 543.000000
MedCap 2 -0.220000 445.000000 24.000000 5.700000 421.000000
Intrum 4 -0.980000 547.400000 20.400000 3.870000 527.000000
Coor Service Management Hold. 8 -0.290000 550.000000 18.000000 3.380000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
AcadeMedia 12 -0.460000 566.400000 9.400000 1.690000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 569.100000 7.100000 1.260000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.120000 3.120000 1.270000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.540000 571.200000 1.200000 0.210000 570.000000
Resurs Holding 22 -0.800000 574.640000 0.640000 0.110000 573.999998
SAAB B 8 -0.710000 3377.600000 0.600000 0.020000 3377.000000
Swedbank A 3 -0.660000 563.400000 -0.600000 -0.110000 564.000000
CTEK 13 -0.170000 532.740000 -1.260000 -0.240000 533.999999
Essity B 2 0.280000 571.800000 -2.200000 -0.380000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Handelsbanken A 5 -0.510000 538.250000 -7.750000 -1.420000 546.000000
Midsona B 63 -0.770000 570.150000 -12.850000 -2.200000 582.999984
Nordea Bank Abp 29 -0.130000 3434.760000 -19.240000 -0.560000 3453.999992
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 -2.850000 544.500000 -50.070000 -8.420000 594.565215
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.180000 3621.800000 -134.200000 -3.570000 3756.000001
OX2 18 -1.000000 1512.000000 -152.000000 -9.130000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.310000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46207.870000 -680.700000 -2.11168% 46888.564618

Updated:¶

'2023-01-19 09:01:29.437933'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶